topic Re: Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS in Statistical Procedures

Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS

Uvanpriya — Wed, 04 Jan 2023 17:59:57 GMT

Does anyone know the algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS?

Re: Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS

PGStats — Wed, 04 Jan 2023 20:38:24 GMT

According to the documentation of the COUNTREG procedure, the parameters of the ZIP model are estimated by maximum likelihood. The log-likelihood functions are given here.

Re: Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS

StatDave — Wed, 04 Jan 2023 20:41:29 GMT

As with models using other distributions that are fit by PROC GENMOD, the zero-inflated models are fit using an iterative maximum likelihood algorithm. See "generalized linear models theory" and "zero-inflated models" in the Details section of the GENMOD documentation.

Re: Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS

Uvanpriya — Fri, 06 Jan 2023 13:00:03 GMT

According to the documentation it says that the GENMOD procedure uses a ridge-stabilized Newton-Raphson algorithm to maximize the log-likelihood function. But according to Lambert(1992) it uses the EM algorithm to simultaneously estimate the parameters of Zero-inflated Poisson model .Does it simultaneously estimate the parameters of a ZIP model using the Newton-Raphson algorithm in SAS also or does it separately estimate the parameters ?

Re: Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS

Uvanpriya — Fri, 06 Jan 2023 13:00:33 GMT

thanks

Re: Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS

SteveDenham — Mon, 09 Jan 2023 15:15:10 GMT

Things have changed since the Lambert paper. GENMOD does not employ an EM algorithm any longer.

SteveDenham.